ONDO.L vs. NEAR-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Ondo InsurTech plc (ONDO.L) and NEAR Protocol (NEAR-USD).

Performance

ONDO.L vs. NEAR-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ondo InsurTech plc (ONDO.L) and NEAR Protocol (NEAR-USD). The values are adjusted to include any dividend payments, if applicable.

ONDO.L vs. NEAR-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ONDO.L Ondo InsurTech plc	-33.33%	-45.62%	72.90%	246.67%	-32.50%
NEAR-USD NEAR Protocol	-21.59%	-71.33%	37.44%	169.74%	-87.24%

Different Trading Currencies

ONDO.L is traded in GBp, while NEAR-USD is traded in USD. To make them comparable, the NEAR-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ONDO.L achieves a -33.33% return, which is significantly lower than NEAR-USD's -21.59% return.

ONDO.L

• 1D: 0.00%
• 1M: -12.12%
• YTD: -33.33%
• 6M: -56.06%
• 1Y: -54.69%
• 3Y*: 26.47%
• 5Y*: —
• 10Y*: —

NEAR-USD

• 1D: -1.67%
• 1M: -13.45%
• YTD: -21.59%
• 6M: -60.23%
• 1Y: -53.33%
• 3Y*: -17.55%
• 5Y*: -27.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ONDO.L vs. NEAR-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ONDO.L

ONDO.L Risk / Return Rank: 4
ONDO.L Sharpe Ratio Rank: 5
ONDO.L Sortino Ratio Rank: 5
ONDO.L Omega Ratio Rank: 5
ONDO.L Calmar Ratio Rank: 4
ONDO.L Martin Ratio Rank: 4

NEAR-USD

NEAR-USD Risk / Return Rank: 51
NEAR-USD Sharpe Ratio Rank: 53
NEAR-USD Sortino Ratio Rank: 54
NEAR-USD Omega Ratio Rank: 55
NEAR-USD Calmar Ratio Rank: 61
NEAR-USD Martin Ratio Rank: 31

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ONDO.L vs. NEAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ondo InsurTech plc (ONDO.L) and NEAR Protocol (NEAR-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ONDO.L	NEAR-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.96	-0.55	-0.41
Sortino ratio Return per unit of downside risk	-1.50	-0.48	-1.03
Omega ratio Gain probability vs. loss probability	0.81	0.95	-0.15
Calmar ratio Return relative to maximum drawdown	-0.96	-1.00	+0.04
Martin ratio Return relative to average drawdown	-1.69	-1.66	-0.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ONDO.L vs. NEAR-USD - Sharpe Ratio Comparison

The current ONDO.L Sharpe Ratio is -0.96, which is lower than the NEAR-USD Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of ONDO.L and NEAR-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ONDO.L	NEAR-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.96	-0.55	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.24	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	-0.01	+0.13

Correlation

The correlation between ONDO.L and NEAR-USD is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Drawdowns

ONDO.L vs. NEAR-USD - Drawdown Comparison

The maximum ONDO.L drawdown since its inception was -66.06%, smaller than the maximum NEAR-USD drawdown of -95.23%. Use the drawdown chart below to compare losses from any high point for ONDO.L and NEAR-USD.

Drawdown Indicators

	ONDO.L	NEAR-USD	Difference
Max Drawdown Largest peak-to-trough decline	-66.06%	-95.24%	+29.18%
Max Drawdown (1Y) Largest decline over 1 year	-58.57%	-71.31%	+12.74%
Max Drawdown (5Y) Largest decline over 5 years	—	-95.24%	—
Current Drawdown Current decline from peak	-64.46%	-94.24%	+29.78%
Average Drawdown Average peak-to-trough decline	-32.99%	-68.62%	+35.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.24%	42.57%	-9.33%

Volatility

ONDO.L vs. NEAR-USD - Volatility Comparison

The current volatility for Ondo InsurTech plc (ONDO.L) is 8.84%, while NEAR Protocol (NEAR-USD) has a volatility of 17.05%. This indicates that ONDO.L experiences smaller price fluctuations and is considered to be less risky than NEAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ONDO.L	NEAR-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.84%	17.05%	-8.21%
Volatility (6M) Calculated over the trailing 6-month period	36.02%	71.15%	-35.13%
Volatility (1Y) Calculated over the trailing 1-year period	56.79%	80.53%	-23.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.14%	93.87%	-7.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.14%	99.10%	-12.96%